Wasserstein Least Squares: A Canonical Approach to Distributional Regression

Wasserstein Least Squares: A Canonical Approach to Distributional Regression

🎙 Uriel Martínez Leon 👥 4K 📅 May 3, 2026 ⏱ 31 min 👁 48 📄 original study 🧭 2026-08-13
Available in: English (current) Français

Keywords

Wasserstein least squaresoptimal transportdistributional regressionlinear mixed modelstemplate deformation model

Summary

The talk presents a novel framework for distributional regression, termed Wasserstein least squares (WLS), which extends classical least squares to the space of probability distributions equipped with the Wasserstein-2 metric. The speaker, Uriel Martínez Leon, argues that WLS is the canonical analog of least squares in this setting, preserving the normal equations and Gauss-Markov-like properties. The methodology is based on a template deformation model, where responses are modeled as push-forwards of a random coefficient distribution through transport maps. The talk covers theoretical foundations, including a duality theory and statistical guarantees with sample complexity bounds, and demonstrates the approach on a real-world dataset modeling BMI trajectories of retirees. The speaker also discusses computational aspects, proposing gradient flow algorithms for Gaussian and 1D cases, and highlights the model’s ability to capture heterogeneity and provide interpretable coefficients. The talk concludes with remarks on extensions to more general functional spaces and the potential for broader applications.

152 words

Critical Evaluation

Value of the Information & Strength of the Argument

The value of the information is high, as it introduces a new theoretical framework with rigorous mathematical foundations. The argumentation is solid, building from classical least squares to the Wasserstein setting, and is supported by proofs and statistical bounds. The speaker effectively motivates the approach through a toy example and a real-world application, demonstrating the practical utility. The discussion of alternative approaches and the limitations of the model adds depth and credibility.

Scientific Rigor, Source Quality, Title Accuracy

The scientific rigor is evident in the detailed mathematical derivations and the clear statement of assumptions and results. The speaker references prior work, such as that of Müller and collaborators, and acknowledges the work of others in the field. The title accurately reflects the content, and the talk is well-structured. The speaker also engages with audience questions, clarifying technical points and acknowledging limitations.

150 words

Title / Content Match

The title accurately reflects the content, focusing on Wasserstein least squares as a canonical method for distributional regression.

Quality & Reliability

8/10

The talk presents original research with a clear mathematical framework, proofs, and statistical bounds. The methodology is rigorous, and the application to BMI data demonstrates practical relevance. However, as a conference talk, details are condensed, and the work is not peer-reviewed in this form.

Key Moments

Cited Sources

  • Jonathan Niles-Weed — Advisor and collaborator on the presented work
  • Austin's work on barycenters — Referenced as prior work on barycenter bounds

Concurring Sources

  • Müller and collaborators — Alternative approach to distributional regression using manifold methods

Contribution & Novelties

The talk introduces Wasserstein least squares as a novel framework for distributional regression, providing a canonical extension of classical least squares to the Wasserstein space. The main contributions include a theoretical characterization of the loss as the largest functional preserving normal equations, a duality theory, and statistical guarantees with sample complexity bounds. The methodology is applied to a real-world dataset, demonstrating its practical utility.

Pour aller plus loin :

98 words

Radar Profile

The radar profile shows high scores in information quality, technical level, and reliability, with slightly lower scores in information quantity and global reliability. This indicates a technically dense and reliable presentation, though the quantity of information is moderate due to the talk format.

Reliability 8/10

💬 No comments were provided for analysis.